On a bound of Hoeffding in the complex case
arXiv:1603.00613 · doi:10.1214/16-ECP4372
Abstract
It was proved by Hoeffding in 1963 that a real random variable X confined to [a, b] satisfies E e^(X--E X) e^((b--a)^2/8). We generalise this to complex random variables.
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2016